eqp_control_type structure#

    struct eqp_control_type{T,INT}
      f_indexing::Bool
      error::INT
      out::INT
      print_level::INT
      factorization::INT
      max_col::INT
      indmin::INT
      valmin::INT
      len_ulsmin::INT
      itref_max::INT
      cg_maxit::INT
      preconditioner::INT
      semi_bandwidth::INT
      new_a::INT
      new_h::INT
      sif_file_device::INT
      pivot_tol::T
      pivot_tol_for_basis::T
      zero_pivot::T
      inner_fraction_opt::T
      radius::T
      min_diagonal::T
      max_infeasibility_relative::T
      max_infeasibility_absolute::T
      inner_stop_relative::T
      inner_stop_absolute::T
      inner_stop_inter::T
      find_basis_by_transpose::Bool
      remove_dependencies::Bool
      space_critical::Bool
      deallocate_error_fatal::Bool
      generate_sif_file::Bool
      sif_file_name::NTuple{31,Cchar}
      prefix::NTuple{31,Cchar}
      fdc_control::fdc_control_type{T,INT}
      sbls_control::sbls_control_type{T,INT}
      gltr_control::gltr_control_type{T,INT}

detailed documentation#

control derived type as a Julia structure

components#

Bool f_indexing

use C or Fortran sparse matrix indexing

INT error

error and warning diagnostics occur on stream error

INT out

general output occurs on stream out

INT print_level

the level of output required is specified by print_level

INT factorization

the factorization to be used. Possible values are /li 0 automatic /li 1 Schur-complement factorization /li 2 augmented-system factorization (OBSOLETE)

INT max_col

the maximum number of nonzeros in a column of A which is permitted with the Schur-complement factorization (OBSOLETE)

INT indmin

an initial guess as to the integer workspace required by SBLS (OBSOLETE)

INT valmin

an initial guess as to the real workspace required by SBLS (OBSOLETE)

INT len_ulsmin

an initial guess as to the workspace required by ULS (OBSOLETE)

INT itref_max

the maximum number of iterative refinements allowed (OBSOLETE)

INT cg_maxit

the maximum number of CG iterations allowed. If cg_maxit < 0, this number will be reset to the dimension of the system + 1

INT preconditioner

the preconditioner to be used for the CG. Possible values are

  • 0 automatic

  • 1 no preconditioner, i.e, the identity within full factorization

  • 2 full factorization

  • 3 band within full factorization

  • 4 diagonal using the barrier terms within full factorization (OBSOLETE)

  • 5 optionally supplied diagonal, G = D

INT semi_bandwidth

the semi-bandwidth of a band preconditioner, if appropriate (OBSOLETE)

INT new_a

how much has A changed since last problem solved: 0 = not changed, 1 = values changed, 2 = structure changed

INT new_h

how much has H changed since last problem solved: 0 = not changed, 1 = values changed, 2 = structure changed

INT sif_file_device

specifies the unit number to write generated SIF file describing the current problem

T pivot_tol

the threshold pivot used by the matrix factorization. See the documentation for SBLS for details (OBSOLETE)

T pivot_tol_for_basis

the threshold pivot used by the matrix factorization when finding the ba See the documentation for ULS for details (OBSOLETE)

T zero_pivot

any pivots smaller than zero_pivot in absolute value will be regarded to zero when attempting to detect linearly dependent constraints (OBSOLETE)

T inner_fraction_opt

the computed solution which gives at least inner_fraction_opt times the optimal value will be found (OBSOLETE)

T radius

an upper bound on the permitted step (-ve will be reset to an appropriat large value by eqp_solve)

T min_diagonal

diagonal preconditioners will have diagonals no smaller than min_diagonal (OBSOLETE)

T max_infeasibility_relative

if the constraints are believed to be rank defficient and the residual at a “typical” feasible point is larger than max( max_infeasibility_relative * norm A, max_infeasibility_absolute ) the problem will be marked as infeasible

T max_infeasibility_absolute

see max_infeasibility_relative

T inner_stop_relative

the computed solution is considered as an acceptable approximation to th minimizer of the problem if the gradient of the objective in the preconditioning(inverse) norm is less than max( inner_stop_relative * initial preconditioning(inverse) gradient norm, inner_stop_absolute )

T inner_stop_absolute

see inner_stop_relative

T inner_stop_inter

see inner_stop_relative

Bool find_basis_by_transpose

if .find_basis_by_transpose is true, implicit factorization precondition will be based on a basis of A found by examining A’s transpose (OBSOLETE)

Bool remove_dependencies

if .remove_dependencies is true, the equality constraints will be preprocessed to remove any linear dependencies

Bool space_critical

if .space_critical true, every effort will be made to use as little space as possible. This may result in longer computation time

Bool deallocate_error_fatal

if .deallocate_error_fatal is true, any array/pointer deallocation error will terminate execution. Otherwise, computation will continue

Bool generate_sif_file

if .generate_sif_file is .true. if a SIF file describing the current problem is to be generated

NTuple{31,Cchar} sif_file_name

name of generated SIF file containing input problem

NTuple{31,Cchar} prefix

all output lines will be prefixed by .prefix(2:LEN(TRIM(.prefix))-1) where .prefix contains the required string enclosed in quotes, e.g. “string” or ‘string’

struct fdc_control_type fdc_control

control parameters for FDC

struct sbls_control_type sbls_control

control parameters for SBLS

struct gltr_control_type gltr_control

control parameters for GLTR